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Property / author: Werner A. Stahel / rank
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Latest revision as of 09:59, 18 June 2024

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Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
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    Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (English)
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    1987
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    non-singular affine transformations
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    spherically symmetrically distributed variate
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    covariance-location model
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    elliptical distributions
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    derivation of influence functions
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    asymptotic variance-covariance matrices
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    equivariant estimators
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    optimal B-robust estimators
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